Standard SWIFT ISO15022
Vue de détail du message MT340 - Confirmation de FRA
Utilisation du message MT340 
Confirms the details of a forward rate agreement
Scope du message MT340
This message is exchanged by or on behalf of the institutions or corporates, party A and party B, who have agreed to a forward rate agreement (FRA).
The confirmed transaction is covered by an ISDA (International Swaps and Derivatives Association), Deutscher Rahmenvertrag für Finanztermingeschäfte, FRABBA (British Bankers' Association) or AFB (Association Française de Banques) Master Agreement. These agreements are either signed or under negotiation.
A money broker may also send this message to the two parties (party A and party B) for which he arranged the deal.
If there are two money brokers involved in arranging a deal between party A and party B, this message is also exchanged between these money brokers.
The message is used to confirm/notify the details of:
- a new contract between the parties
- an amendment to a previously agreed contract
- the cancellation of a confirmation.
It may also be used to report the details of an agreement to a trade repository.
Structure du message MT340
Séquence A - General information [ obligatoire, non répétitive ]
No.
Tag
Option
Nom
Statut
1
15A
New Sequence
M
2
20
Sender's Reference
M
3
21
Related Reference
C
4
22A
Type of Operation
M
5
94A
Scope of Operation
O
6
22C
Common Reference
M
7
23D
Type of FRA
M
8
21N
Contract Number Party A
O
9
21B
Contract Number Party B
O
10
82a
A
Party A
M
D
11
87a
A
Party A
M
D
12
77H
Type, Date, Version of the Agreement
M
13
14C
Year of Definitions
C
Séquence B - Transaction Details [ obligatoire, non répétitive ]
No.
Tag
Option
Nom
Statut
14
15B
New Sequence
M
15
30T
Trade Date
M
16
32B
Currency, Notional Amount
M
17
30F
Effective Date
M
18
30P
Termination Date
M
19
37M
Fixed Rate
M
20
14F
Floating Rate Option
M
Séquence B1 - AFB and FRABBA Details [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
21
30V
Fixing Date
M
22
38D
Contract Period
M
Séquence B2 - Other Details [ obligatoire, non répétitive ]
No.
Tag
Option
Nom
Statut
23
38G
Designated Maturity
M
24
14D
Floating Rate Day Count Fraction
M
25
17F
FRA Discounting
M
26
18A
Number of Repetitions
M
27
22B
Financial Centre
M
Séquence C - Settlement Instructions for Amounts Payable by Party A [ obligatoire, non répétitive ]
No.
Tag
Option
Nom
Statut
28
15C
New Sequence
M
29
53a
A
Delivery Agent
O
D
J
30
86a
A
Intermediary 2
C
D
J
31
56a
A
Intermediary
O
D
J
32
57a
A
Receiving Agent
M
D
J
33
58a
A
Beneficiary Institution
O
D
J
Séquence D - Settlement Instructions for Amounts Payable by Party B [ obligatoire, non répétitive ]
No.
Tag
Option
Nom
Statut
34
15D
New Sequence
M
35
53a
A
Delivery Agent
O
D
J
36
86a
A
Intermediary 2
C
D
J
37
56a
A
Intermediary
O
D
J
38
57a
A
Receiving Agent
M
D
J
39
58a
A
Beneficiary Institution
O
D
J
Séquence E - Additional Information [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
40
15E
New Sequence
M
41
29A
Contact Information
C
42
24D
Dealing Method
C
43
88a
A
Broker Identification
C
D
44
71F
Broker's Commission
C
45
21G
Broker's Reference
C
46
72
Sender to Receiver Information
C
Séquence F - Additional Amounts [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
47
15F
New Sequence
M
48
18A
Number of Repetitions
M
49
30F
Payment Date
M
50
32H
Currency, Payment Amount
M
51
53a
A
Delivery Agent
O
D
J
52
86a
A
Intermediary 2
C
D
J
53
56a
A
Intermediary
O
D
J
54
57a
A
Receiving Agent
M
D
J
Séquence G - Reporting Information [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
55
15G
New Sequence
M
Séquence G1 - Reporting Parties [ facultative, répétitive ]
No.
Tag
Option
Nom
Statut
56
22L
Reporting Jurisdiction
M
57
91a
A
Reporting Party
O
D
J
Séquence G1a - Unique Transaction Identifier [ facultative, répétitive ]
No.
Tag
Option
Nom
Statut
58
22M
UTI Namespace/Issuer Code
M
59
22N
Transaction Identifier
M
Séquence G1a1 - Prior Unique Transaction Identifier [ facultative, répétitive ]
No.
Tag
Option
Nom
Statut
60
22P
PUTI Namespace/Issuer Code
M
61
22R
Prior Transaction Identifier
M
62
96a
A
Clearing Exception Party
O
D
J
63
22S
Clearing Broker Identification
O
64
22T
Cleared Product Identification
O
65
17E
Clearing Threshold Indicator
O
66
22U
Underlying Product Identifier
O
67
17H
Allocation Indicator
O
68
17P
Collateralisation Indicator
O
69
22V
Execution Venue
O
70
98D
Execution Timestamp
O
71
17W
Non Standard Flag
O
72
17Y
Financial Nature of the Counterparty Indicator
O
73
17Z
Collateral Portfolio Indicator
O
74
22Q
Collateral Portfolio Code
C
75
17L
Portfolio Compression Indicator
O
76
17M
Corporate Sector Indicator
O
77
17Q
Trade with Non-EEA Counterparty Indicator
O
78
17S
Intragroup Trade Indicator
O
79
17X
Commercial or Treasury Financing Indicator
O
80
77A
Additional Reporting Information
O